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Assured Guaranty
AGO

208 hedge funds and large institutions have $1.59B invested in Assured Guaranty in 2020 Q3 according to their latest regulatory filings, with 26 funds opening new positions, 70 increasing their positions, 86 reducing their positions, and 30 closing their positions.

New
Increased
Maintained
Reduced
Closed

0.32% more ownership

Funds ownership: 88.82% → 89.13% (+0.32%)

0% more funds holding in top 10

Funds holding in top 10: 4 → 4 (0)

2% less funds holding

Funds holding: 213 → 208 (-5)

13% less first-time investments, than exits

New positions opened: 26 | Existing positions closed: 30

15% less capital invested

Capital invested by funds: $1.88B → $1.59B (-$289M)

19% less repeat investments, than reductions

Existing positions increased: 70 | Existing positions reduced: 86

74% less call options, than puts

Call options by funds: $10.1M | Put options by funds: $38.3M

Holders
208
Holders Change
-5
Holders Change %
-2.35%
% of All Funds
4.2%
Holding in Top 10
4
Holding in Top 10 Change
–
Holding in Top 10 Change %
–
% of All Funds
0.08%
New
26
Increased
70
Reduced
86
Closed
30
Calls
$10.1M
Puts
$38.3M
Net Calls
-$28.2M
Net Calls Change
-$16.8M

Top Buyers

1
Wellington Management Group
Wellington Management Group
Massachusetts
+$22.2M
2
TIM
Thornburg Investment Management
New Mexico
+$18.6M
3
PI
Putnam Investments
Massachusetts
+$10.3M
4
D.E. Shaw & Co
D.E. Shaw & Co
New York
+$9M
5
Fuller & Thaler Asset Management
Fuller & Thaler Asset Management
California
+$7.3M

Top Sellers

1
Robeco Institutional Asset Management
Robeco Institutional Asset Management
Netherlands
-$30.2M
2
Vanguard Group
Vanguard Group
Pennsylvania
-$15M
3
BlackRock
BlackRock
New York
-$12.4M
4
Millennium Management
Millennium Management
New York
-$10.3M
5
T. Rowe Price Associates
T. Rowe Price Associates
Maryland
-$9.67M
Name Holding Trade Value Shares
Change 		Change in
Stake
Legal & General Group
51
Legal & General Group
United Kingdom
$4.07M -$104K -4,723 -2%
Jacobs Levy Equity Management
52
Jacobs Levy Equity Management
New Jersey
$3.84M -$3.32M -150,616 -46%
Schroder Investment Management Group
53
Schroder Investment Management Group
United Kingdom
$3.78M +$112K +5,065 +4%
AL
54
AJO LP
Pennsylvania
$3.42M -$368K -16,684 -9%
SI
55
Sapience Investments
California
$3.4M +$26.4K +1,200 +0.8%
CSS
56
Cubist Systematic Strategies
Connecticut
$3.35M -$3.25M -147,631 -49%
Manulife (Manufacturers Life Insurance)
57
Manulife (Manufacturers Life Insurance)
Ontario, Canada
$3.25M -$1.41M -63,880 -30%
California State Teachers Retirement System (CalSTRS)
58
California State Teachers Retirement System (CalSTRS)
California
$3.16M -$29.2K -1,327 -0.9%
Fidelity Investments
59
Fidelity Investments
Massachusetts
$3.1M +$1.41M +64,024 +80%
N
60
Natixis
France
$3.07M +$2.57M +116,400 +438%
JP Morgan Chase
61
JP Morgan Chase
New York
$3M -$429K -19,469 -12%
Bank of Nova Scotia
62
Bank of Nova Scotia
Ontario, Canada
$2.95M +$3.03M +137,417 New
State Board of Administration of Florida Retirement System
63
State Board of Administration of Florida Retirement System
Florida
$2.88M – – –
Group One Trading
64
Group One Trading
Illinois
$2.88M -$27.7K -1,259 -0.9%
UBS AM
65
UBS AM
Illinois
$2.8M -$3.41M -154,885 -54%
APF
66
Alaska Permanent Fund
Alaska
$2.57M +$2.64M +119,700 New
MSE
67
MUFG Securities EMEA
United Kingdom
$2.49M -$3.35M -152,000 -57%
New York State Common Retirement Fund
68
New York State Common Retirement Fund
New York
$2.47M -$511K -23,200 -17%
AIM
69
Aigen Investment Management
New York
$2.44M +$1.91M +86,512 +320%
Mitsubishi UFJ Trust & Banking
70
Mitsubishi UFJ Trust & Banking
Japan
$2.4M +$227K +10,300 +10%
Prudential Financial
71
Prudential Financial
New Jersey
$2.33M -$482K -21,864 -17%
State of New Jersey Common Pension Fund D
72
State of New Jersey Common Pension Fund D
New Jersey
$2.19M +$518K +23,494 +30%
EC
73
EJF Capital
Virginia
$2.08M +$706K +32,031 +49%
CHAM
74
Clear Harbor Asset Management
Connecticut
$1.92M +$1.42M +64,540 +260%
RhumbLine Advisers
75
RhumbLine Advisers
Massachusetts
$1.91M -$64.5K -2,927 -3%
1 2
3
4 5

AGO Hedge Fund Activity: Q3 2020 in Review

208 of the 4,956 institutional investors tracked by Wall St. Rank reported a position in Assured Guaranty (AGO) for Q3 2020, worth a combined $1.59B — down 15% from $1.88B a quarter earlier.

Sellers outnumbered buyers: 30 funds closed out of AGO and 26 opened new positions — a net loss of 4 holders — while 86 trimmed existing stakes and 70 added.

The largest buyer was Wellington Management Group, adding an estimated $22.2M. The largest seller was Robeco Institutional Asset Management, cutting an estimated $30.2M.

  • 208 institutional investors held Assured Guaranty (AGO) as of Q3 2020, down from 213 in Q2 2020.
  • Funds reported $1.59B of Assured Guaranty stock for Q3 2020, down 15% quarter-over-quarter.
  • 26 funds opened new Assured Guaranty positions in Q3 2020 and 30 closed out, a net change of -4 holders.
  • The largest Assured Guaranty buyer in Q3 2020 was Wellington Management Group, an estimated $22.2M added.
  • The largest Assured Guaranty seller in Q3 2020 was Robeco Institutional Asset Management, an estimated $30.2M sold.

Based on aggregated 13F filings for Q3 2020.